- English only
Optimization and Simulation
Slides
| Topic | File |
|---|---|
| Introduction to the Course | 00-misc.pdf |
| Introduction to Optimization | 01-introduction.pdf |
| Constrained Optimization | 02-constrained.pdf |
| Introduction to Simulation | 03-simulIntro.pdf |
| Random Number Generation | 04-draws.pdf |
| Poisson process | 05-poisson.pdf |
| Discrete Event Simulation | 06-discreteEvents.pdf |
| Statistical Analysis and Bootstrapping | 07-bootstrap.pdf |
| Variance Reduction Techniques | 08-varianceReduction.pdf |
| Markov Chain Monte Carlo Method | 09-markov.pdf |
Contacts
Lecturers:
Teaching assistants:
Schedule
Tuesday 09:15-13:00
